+152.4%
DKNG vs AZO
+146.4%
+6.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +3.0% | -3.6% | +6.6% | +4.5% |
| 30D | -3.0% | -5.6% | +2.5% | -0.9% |
| 3M | -17.6% | -6.6% | -10.9% | -15.5% |
| 6M | -3.2% | -22.5% | +19.3% | +6.0% |
| YTD | -28.2% | -15.2% | -13.0% | -24.8% |
| 1Y | -46.1% | -33.9% | -12.1% | -37.6% |
| 3Y | -22.2% | +11.8% | -34.0% | -30.2% |
| 5Y | -60.4% | +85.5% | -145.9% | -72.3% |
| All | +152.4% | +146.4% | +6.0% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AZO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling